Parameter restriction in GMM

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startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: Parameter restriction in GMM

Postby startz » Sun Jun 12, 2016 10:25 am

If c(3)==0, then the standard error equals zero. If c(3)=1-c(1)-c(2), then so a Wald test on 1-c(1)-c(2)=0 and the standard error will be shown.
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Saakshi
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Joined: Fri Jun 10, 2016 10:23 am

Re: Parameter restriction in GMM

Postby Saakshi » Sun Jun 12, 2016 12:42 pm

Thank you startz.
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